Yurtec Stock Market Value
| YRCCF Stock | 17.19 0.00 0.00% |
| Symbol | Yurtec |
Yurtec 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Yurtec's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Yurtec.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Yurtec on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Yurtec or generate 0.0% return on investment in Yurtec over 720 days.
Yurtec Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Yurtec's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Yurtec upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.125 | |||
| Maximum Drawdown | 195.36 |
Yurtec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yurtec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yurtec's standard deviation. In reality, there are many statistical measures that can use Yurtec historical prices to predict the future Yurtec's volatility.| Risk Adjusted Performance | 0.0999 | |||
| Jensen Alpha | 2.46 | |||
| Total Risk Alpha | 0.5021 | |||
| Treynor Ratio | 0.3714 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yurtec's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Yurtec Backtested Returns
Yurtec is risky given 3 months investment horizon. Yurtec shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 3.07% are justified by taking the suggested risk. Use Yurtec Mean Deviation of 5.9, market risk adjusted performance of 0.3814, and Standard Deviation of 24.04 to evaluate company specific risk that cannot be diversified away. Yurtec holds a performance score of 10 on a scale of zero to a hundred. The firm maintains a market beta of 8.29, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Yurtec will likely underperform. Use Yurtec jensen alpha, and the relationship between the standard deviation and kurtosis , to analyze future returns on Yurtec.
Auto-correlation | 0.45 |
Average predictability
Yurtec has average predictability. Overlapping area represents the amount of predictability between Yurtec time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yurtec price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Yurtec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 10.38 |
Yurtec lagged returns against current returns
Autocorrelation, which is Yurtec pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Yurtec's pink sheet expected returns. We can calculate the autocorrelation of Yurtec returns to help us make a trade decision. For example, suppose you find that Yurtec has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Yurtec regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Yurtec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yurtec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yurtec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Yurtec Lagged Returns
When evaluating Yurtec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yurtec pink sheet have on its future price. Yurtec autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Yurtec autocorrelation shows the relationship between Yurtec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Yurtec.
Regressed Prices |
| Timeline |